Strategy generation for Futures @HO, is this successfull?
5 replies
tnickel
2 months ago #281803
Hallo,
I don´t have experience in Future trading.
i saw the video from stat oasis (Supertrend Scalping Strategy | SQX template) on youtube.
I mean this video on youtube.
In this video Ali Casey create a template and produce strategies for the Future @HO for tradestation.
I build a template and build a workflow and checked if this is profitabel. My workflow analysis says, that this is very profitabel.
In the video Ali Casey set for commision, swap, spread and slippage the value 0. I tested this with this values.
I’m not sure if these values are realistic. Can someone help me what are the realistic values for the Future @HO on the Tradestation.
If I get some realistic values, I will repeat my analysis with these new values.
thomas
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https://monitortool.jimdofree.com/
tnickel
2 months ago #281804

Aj
2 months ago #281807
Hey Thomas, sup?
Can I ask you a just dummy question?, Are you trying this stg on simulation mode on TS?
by my experience after all those stressed tests and analysis I put them in SiM mode for at least 6 months before they really operate in Live mode.
any question, hit me up!
Cheers,
Aj

tomas262
2 months ago #281812
Hi,
as for HO market it is quite volatile and thin. The tick value is 4.2 USD. I would expect the spread anywhere between 5 – 10 ticks during main trading hours
Slippage would be another 5 – 10 ticks when entering using market order since the market can be really fast nowadays. That is about 40 – 80 USD cost per contract on average. The commission is about 5 USD with most brokers
tnickel
2 months ago #281838
thanks for the info.
with commision=0 I find many strategies and the workflow is good. With commision=5 I find no strategy, I have to loosen my filtering conditions.
I make sense to install all strategies on demo account first. I wait some Trades. 10-20. And than I activate the best strategies on life account.
https://monitortool.jimdofree.com/

Aj
2 months ago #281839
@tnickel
hey T. I am ending my winter vacations and backing little by little, by next week if you want we can exchange ideas if you like.
as I said before the experience in running demo is a mix of testing and psychological dueling on trading. So if I am bold into that is for something 😜.
anyway I do trade Energies and I use other techniques for it, and one of those are not entering in the mkt with a MKT order on intraday.
cheers,
Aj.
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